JM Altschuler,
S Chewi - International Zurich Seminar …, 2024 - research-collection.ethz.ch
KL (µY∥ νY)≤ KL (µX′∥ νX)+ EKL (µY| X= x∥ νY| X= x′) where µ is a joint distribution
on X, X′, Y; ν is a joint distribution on X, Y; and the expectation is over any coupling (x, x′) …